Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,33% | 94,20 % | 94,51 % | 500 000 | 500 000 | 500 000 | 500 000 | 470 244 CHF | 471 792 CHF | 100,00% | 100,00% |
19/11/2024 | 0,33% | 93,90 % | 94,21 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 647 CHF | 471 197 CHF | 100,00% | 100,00% |
18/11/2024 | 0,33% | 94,10 % | 94,41 % | 500 000 | 500 000 | 500 000 | 500 000 | 469 647 CHF | 471 197 CHF | 100,00% | 100,00% |
15/11/2024 | 0,33% | 94,30 % | 94,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 472 787 CHF | 474 336 CHF | 100,00% | 100,00% |
14/11/2024 | 0,33% | 95,50 % | 95,81 % | 500 000 | 500 000 | 500 000 | 500 000 | 475 662 CHF | 477 212 CHF | 99,10% | 99,10% |
13/11/2024 | 0,33% | 94,80 % | 95,11 % | 500 000 | 500 000 | 500 000 | 500 000 | 473 628 CHF | 475 178 CHF | 100,00% | 100,00% |
12/11/2024 | 0,32% | 95,30 % | 95,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 115 CHF | 478 665 CHF | 100,00% | 100,00% |
11/11/2024 | 0,32% | 95,60 % | 95,91 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 372 CHF | 479 922 CHF | 100,00% | 100,00% |
08/11/2024 | 0,32% | 95,30 % | 95,61 % | 500 000 | 500 000 | 500 000 | 500 000 | 477 402 CHF | 478 952 CHF | 100,00% | 100,00% |
07/11/2024 | 0,32% | 95,40 % | 95,71 % | 500 000 | 500 000 | 500 000 | 500 000 | 478 956 CHF | 480 506 CHF | 99,23% | 99,23% |